PGIM S&P 500 Buffer 20 ETF - March GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.13% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 5.53 | |
| 0.0000 | 0.00 | |
| 0.8317 | 52.03 | |
| 0.2999 | 7.50 |
Estimation Period:
Mar 1, 2024 to Feb 6, 2026
Mar 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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